+194.9%
SO vs D
+44.7%
+150.1%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | D | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.2% | -0.1% | 0.0% |
| 7D | -0.1% | +2.4% | -2.5% | -1.9% |
| 30D | +8.7% | +10.9% | -2.2% | +0.8% |
| 3M | +3.4% | +2.8% | +0.5% | +1.1% |
| 6M | +3.7% | +12.7% | -9.0% | -5.4% |
| YTD | +10.0% | +20.3% | -10.3% | -4.3% |
| 1Y | +6.6% | +17.1% | -10.5% | -5.6% |
| 3Y | +52.5% | +75.1% | -22.7% | -2.2% |
| 5Y | +76.1% | +13.1% | +62.9% | +56.9% |
| 10Y | +194.9% | +48.3% | +146.6% | +112.8% |
| All | +194.9% | +44.7% | +150.1% | +112.8% |
Cumulative growth
Daily Returns
Daily percentage return beside D.
Daily Out/Under-Performance
Portfolio return minus D return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × D return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded D wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling